Anic Equity¶

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Total return since start: 0.704 %¶

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Equity now: -----------------------------> 52046.66 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47917.59 Kr¶

PnL: ---------------------------------------> -1014.41 Kr¶

DD now: ---------------------------------> -2.021 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 12:45:37.116226'

Anic Portfolio¶

Today¶

Return: -0.054 %¶

This Week¶

Return: -0.515 %¶

Total portfolio value¶

Return including deposits: 70.387 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 5.590000 693.840000 54.840000 8.580000 638.999984
Biotage 4 1.920000 636.000000 33.000000 5.470000 603.000000
Vitrolife 3 1.560000 703.200000 26.200000 3.870000 677.000001
Embracer Group B 26 1.750000 686.400000 24.400000 3.690000 661.999988
Gaming Innovation Group 161 1.550000 4210.150000 22.150000 0.530000 4187.999942
Xvivo Perfusion 3 -1.870000 865.500000 20.500000 2.430000 845.000001
Addtech B 3 -0.250000 713.400000 13.400000 1.910000 699.999999
SynAct Pharma 9 0.000000 657.900000 12.900000 2.000000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Volati 5 2.090000 585.000000 11.000000 1.920000 574.000000
Fortnox 10 0.090000 677.000000 9.000000 1.350000 668.000000
NCC B 7 0.800000 661.850000 7.850000 1.200000 653.999997
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Humana 40 2.420000 678.400000 4.400000 0.650000 674.000000
Latour B 2 -0.580000 449.400000 0.400000 0.090000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
SCA A 4 1.500000 596.800000 -2.200000 -0.370000 599.000000
Indutrade 5 -1.170000 1313.000000 -7.000000 -0.530000 1320.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Nolato B 12 -1.020000 640.800000 -7.200000 -1.110000 648.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Addnode Group B 6 -2.530000 741.000000 -11.000000 -1.460000 751.999998
Investor B 3 -0.440000 645.900000 -12.100000 -1.840000 657.999999
BONESUPPORT HOLDING 10 -0.170000 1208.000000 -16.000000 -1.310000 1224.000000
Lime Technologies 2 -3.950000 560.000000 -33.000000 -5.560000 593.000000
Lundin Gold 7 -0.150000 915.600000 -58.400000 -6.000000 973.999999
Ambea 68 0.390000 2475.200000 -61.800000 -2.440000 2537.000032
Creades A 7 -0.450000 546.350000 -64.650000 -10.580000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.780000 3438.400000 -106.600000 -3.010000 3545.000000
New Wave B 40 0.320000 3772.000000 -144.000000 -3.680000 3916.000000
Sedana Medical 135 0.000000 4133.700000 -197.300000 -4.560000 4330.999935
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47917.590000 -1014.410000 -2.02124% 48931.999868

Updated:¶

'2023-06-14 12:45:53.342651'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶